+102.2%
FE vs ACM
+155.0%
-52.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.5% | -1.4% |
| 7D | -1.0% | +5.4% | -6.4% | -2.1% |
| 30D | +4.1% | +15.1% | -11.0% | +1.1% |
| 3M | -1.0% | -10.5% | +9.5% | +0.9% |
| 6M | +4.0% | -19.7% | +23.7% | +8.1% |
| YTD | +6.8% | -28.8% | +35.7% | +13.3% |
| 1Y | +5.3% | -47.9% | +53.2% | +19.9% |
| 3Y | +44.6% | -12.4% | +56.9% | +42.3% |
| 5Y | +44.2% | +0.6% | +43.6% | +35.7% |
| All | +102.2% | +155.0% | -52.8% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling